Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'068 CHF | 56'318 CHF | 99.39% | 99.39% |
12.07.2024 | 2.38% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'908 | 125'908 | 52'282 CHF | 53'541 CHF | 99.08% | 99.08% |
11.07.2024 | 2.69% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'085 CHF | 56'585 CHF | 98.53% | 98.53% |
10.07.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 154'522 | 154'522 | 53'127 CHF | 54'672 CHF | 95.49% | 95.49% |
09.07.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 167'241 | 167'241 | 55'550 CHF | 57'223 CHF | 99.05% | 99.05% |
08.07.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'260 | 150'260 | 51'841 CHF | 53'344 CHF | 99.24% | 99.24% |
05.07.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'486 CHF | 55'986 CHF | 99.39% | 99.39% |
04.07.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'959 CHF | 55'459 CHF | 99.39% | 99.39% |
03.07.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'519 CHF | 56'019 CHF | 98.64% | 98.64% |
02.07.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 149'967 | 149'967 | 55'432 CHF | 56'932 CHF | 99.06% | 99.06% |